[maame efua]

ok, so can I kindly get the best approach to tackle OTC options? because I don’t understand how they initially started by finding the receipt using the swap arrangement when the receipt was already stated in the question?

[maame efua]

for currency options I first of all find my number of contracts, then I find the premium amount and convert it at spot, and find the under/overhedge and convert it using forward rate, then I then use the information to find my receipt or payment. The approach of this question is not quiet clear to me.

[maame efua]

ok John thank you. I will do just that

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